Search results for: structural uncertainty

Authors: Susmita Ghosh, Bhaskar Bhowmick

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Market is an important factor for start-ups to look into during decision-making in product development and related areas. Emerging country markets are more uncertain in terms of information availability and institutional supports. The literature review of market uncertainty reveals the need for identifying factors representing the market uncertainty. This paper identifies factors for market uncertainty using Exploratory Factor Analysis (EFA) and confirms the number of factor retention using an alternative factor retention criterion, ‘Parallel Analysis’. 500 entrepreneurs, engaged in start-ups from all over India participated in the study. This paper concludes with the factor structure of ‘market uncertainty’ having dimensions of uncertainty in industry orientation, uncertainty in customer orientation and uncertainty in marketing orientation.

Keywords: uncertainty, market, orientation, competitor, demand

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Authors: Hossein Afzali

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Increasingly, decision analytic models are used to inform decisions about whether or not to publicly fund new health technologies. It is well noted that the accuracy of model predictions is strongly influenced by the appropriateness of model structuring. However, there is relatively inadequate methodological guidance surrounding this issue in guidelines developed by national funding bodies such as the Australian Pharmaceutical Benefits Advisory Committee (PBAC) and The National Institute for Health and Care Excellence (NICE) in the UK. This presentation aims to discuss issues around model structuring within decision making with a focus on (1) the need for a transparent and evidence-based model structuring process to inform the most appropriate set of structural aspects as the base case analysis; (2) the need to characterise structural uncertainty (If there exist alternative plausible structural assumptions (or judgements), there is a need to appropriately characterise the related structural uncertainty). The presentation will provide an opportunity to share ideas and experiences on how the guidelines developed by national funding bodies address the above issues and identify areas for further improvements. First, a review and analysis of the literature and guidelines developed by PBAC and NICE will be provided. Then, it will be discussed how the issues around model structuring (including structural uncertainty) are not handled and justified in a systematic way within the decision-making process, its potential impact on the quality of public funding decisions, and how it should be presented in submissions to national funding bodies. This presentation represents a contribution to the good modelling practice within the decision-making process. Although the presentation focuses on the PBAC and NICE guidelines, the discussion can be applied more widely to many other national funding bodies that use economic evaluation to inform funding decisions but do not transparently address model structuring issues e.g. the Medical Services Advisory Committee (MSAC) in Australia or the Canadian Agency for Drugs and Technologies in Health.

Keywords: decision-making process, economic evaluation, good modelling practice, structural uncertainty

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Authors: Chen Bo, Wen Zengping

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Based on the results of previous studies, we focus on the research of real ground motion selection and scaling method for structural performance-based seismic evaluation using nonlinear dynamic analysis. The input of earthquake ground motion should be determined appropriately to make them compatible with the site-specific hazard level considered. Thus, an optimized selection and scaling method are established including the use of not only Monte Carlo simulation method to create the stochastic simulation spectrum considering the multivariate lognormal distribution of target spectrum, but also a spectral shape parameter. Its applications in structural fragility analysis are demonstrated through case studies. Compared to the previous scheme with no consideration of the uncertainty of target spectrum, the method shown here can make sure that the selected records are in good agreement with the median value, standard deviation and spectral correction of the target spectrum, and greatly reveal the uncertainty feature of site-specific hazard level. Meanwhile, it can help improve computational efficiency and matching accuracy. Given the important infection of target spectrum’s uncertainty on structural seismic fragility analysis, this work can provide the reasonable and reliable basis for structural seismic evaluation under scenario earthquake environment.

Keywords: ground motion selection, scaling method, seismic fragility analysis, spectral shape

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Authors: Badreddine Chemali, Boualem Tiliouine

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This article presents the main results of a numerical investigation on the uncertainty of dynamic response of structures with statistically correlated random damping Gamma distributed. A computational method based on a Linear Statistical Model (LSM) is implemented to predict second order statistics for the response of a typical industrial building structure. The significance of random damping with correlated parameters and its implications on the sensitivity of structural peak response in the neighborhood of a resonant frequency are discussed in light of considerable ranges of damping uncertainties and correlation coefficients. The results are compared to those generated using Monte Carlo simulation techniques. The numerical results obtained show the importance of damping uncertainty and statistical correlation of damping coefficients when obtaining accurate probabilistic estimates of dynamic response of structures. Furthermore, the effectiveness of the LSM model to efficiently predict uncertainty propagation for structural dynamic problems with correlated damping parameters is demonstrated.

Keywords: correlated random damping, linear statistical model, Monte Carlo simulation, uncertainty of dynamic response

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Authors: A. Mohammadi, M. Moghimi, S. Mohammadi

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Engineers need computational methods which could provide solutions less sensitive to the environmental effects, so the techniques should be used which take the uncertainty to account to control and minimize the risk associated with design and operation. In order to consider uncertainty in engineering problem, the optimization problem should be solved for a suitable range of the each uncertain input variable instead of just one estimated point. Using deterministic optimization problem, a large computational burden is required to consider every possible and probable combination of uncertain input variables. Several methods have been reported in the literature to deal with problems under uncertainty. In this paper, different methods presented and analyzed.

Keywords: uncertainty, Monte Carlo simulated, stochastic programming, scenario method

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Authors: Mehdi Jalalpour, Mazdak Tootkaboni

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We present a computationally efficient method for reliability-based topology optimization under material properties uncertainty, which is assumed to be lognormally distributed and correlated within the domain. Computational efficiency is achieved through estimating the response statistics with stochastic perturbation of second order, using these statistics to fit an appropriate distribution that follows the empirical distribution of the response, and employing an efficient gradient-based optimizer. The proposed algorithm is utilized for design of new structures and the changes in the optimized topology is discussed for various levels of target reliability and correlation strength. Predictions were verified thorough comparison with results obtained using Monte Carlo simulation.

Keywords: material uncertainty, stochastic perturbation, structural reliability, topology optimization

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Authors: Kamel Malik Bensafta, Gervasio Semedo

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The purpose of this paper is to investigate the relationship between oil prices and socks markets. The empirical analysis in this paper is conducted within the context of Multivariate GARCH models, using a transform version of the so-called BEKK parameterization. We show that mean and uncertainty of US market are transmitted to oil market and European market. We also identify an important transmission from WTI prices to Brent Prices.

Keywords: oil volatility, stock markets, MGARCH, transmission, structural break

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Authors: Mohamed Noureldin, Jinkoo Kim

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The sensitivity of the seismic response parameters to the uncertain modeling variables of pile-founded fixed steel jacket platforms are investigated using tornado diagram, first-order second-moment, and static pushover analysis techniques. The effects of both aleatory and epistemic uncertainty on seismic response parameters have been investigated for an existing offshore platform. The sources of uncertainty considered in the present study are categorized into three different categories: the uncertainties associated with the soil-pile modeling parameters in clay soil, the platform jacket structure modeling parameters, and the uncertainties related to ground motion excitations. It has been found that the variability in parameters such as yield strength or pile bearing capacity has almost no effect on the seismic response parameters considered, whereas the global structural response is highly affected by the ground motion uncertainty. Also, some uncertainty in soil-pile property such as soil-pile friction capacity has a significant impact on the response parameters and should be carefully modeled. Based on the results, it is highlighted that which uncertain parameters should be considered carefully and which can be assumed with reasonable engineering judgment during the early structural design stage of fixed steel jacket platforms.

Keywords: fixed jacket offshore platform, pile-soil structure interaction, sensitivity analysis

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Authors: Vedat Senol, Gursoy Turan, Anders Helmersson, Vortechz Andersson

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In developing a mathematical model of a real structure, the simulation results of the model may not match the real structural response. This is a general problem that arises during dynamic motion of the structure, which may be modeled by means of parameter variations in the stiffness, damping, and mass matrices. These changes in parameters need to be estimated, and the mathematical model is updated to obtain higher control performances and robustness. In this study, a linear fractional transformation (LFT) is utilized for uncertainty modeling. Further, a general approach to the design of an H∞ control of a magneto-rheological damper (MRD) for vibration reduction in a building with mass, damping, and stiffness uncertainties is presented.

Keywords: uncertainty modeling, structural control, MR Damper, H∞, robust control

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Authors: Mohammad Younus Bhat

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The quaternion offset linear canonical transform (QOLCT), which isa time-shifted and frequency-modulated version of the quaternion linear canonical transform (QLCT), provides a more general framework of most existing signal processing tools. For the generalized QOLCT, the classical Heisenberg’s and Lieb’s uncertainty principles have been studied recently. In this paper, we first define the short-time quaternion offset linear canonical transform (ST-QOLCT) and drive its relationship with the quaternion Fourier transform (QFT). The crux of the paper lies in the generalization of several well-known uncertainty principles for the ST-QOLCT, including Donoho-Stark’s uncertainty principle, Hardy’s uncertainty principle, Beurling’s uncertainty principle, and the logarithmic uncertainty principle.

Keywords: Quaternion Fourier transform, Quaternion offset linear canonical transform, short-time quaternion offset linear canonical transform, uncertainty principle

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Authors: Tugrul Torun, Ihsan A. Yuksel, Si̇nem On Aktan, Taha K. Vezi̇roglu

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In the quality control processes in some industries, the usage of CMM has increased in recent years. Consequently, the CMMs play important roles in the acceptance or rejection of manufactured parts. For parts, it’s important to be able to make decisions by performing fast measurements. According to related technical drawing and its tolerances, measurement uncertainty should also be considered during assessment. Since uncertainty calculation is difficult and time-consuming, most companies ignore the uncertainty value in their routine inspection method. Although studies on measurement uncertainty have been carried out on CMM’s in recent years, there is still no applicable method for analyzing task-specific measurement uncertainty. There are some standard series for calculating measurement uncertainty (ISO-15530); it is not possible to use it in industrial measurement because it is not a practical method for standard measurement routine. In this study, the inter-laboratory comparison test has been carried out in the ROKETSAN A.Ş. with all dimensional inspection units. The reference part that we used is traceable to the national metrology institute TUBİTAK UME. Each unit has measured reference parts according to related technical drawings, and the task-specific measuring uncertainty has been calculated with related parameters. According to measurement results and uncertainty values, the En values have been calculated.

Keywords: coordinate measurement, CMM, comparison, uncertainty

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Authors: Queen Suraajini Rajendran, Sai Hung Cheung

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Statistical down scaling models are required to connect the global climate model outputs and the local weather variables for climate change impact prediction. For reliable climate change impact studies, the uncertainty associated with the model including natural variability, uncertainty in the climate model(s), down scaling model, model inadequacy and in the predicted results should be quantified appropriately. In this work, a new approach is developed by the authors for statistical classification, statistical down scaling and uncertainty assessment and is applied to Singapore rainfall. It is a robust Bayesian uncertainty analysis methodology and tools based on coupling dependent modeling error with classification and statistical down scaling models in a way that the dependency among modeling errors will impact the results of both classification and statistical down scaling model calibration and uncertainty analysis for future prediction. Singapore data are considered here and the uncertainty and prediction results are obtained. From the results obtained, directions of research for improvement are briefly presented.

Keywords: statistical downscaling, global climate model, climate change, uncertainty

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Authors: Baya Takhedmit, Karim Abbas, Sofiane Ouazine

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The vacations queues are often employed to model many real situations such as computer systems, communication networks, manufacturing and production systems, transportation systems and so forth. These queueing models are solved at fixed parameters values. However, the parameter values themselves are determined from a finite number of observations and hence have uncertainty associated with them (epistemic uncertainty). In this paper, we consider the M/G/1/N queue with server vacation and exhaustive discipline where we assume that the vacation parameter values have uncertainty. We use the Taylor series expansions approach to estimate the expectation and variance of model output, due to epistemic uncertainties in the model input parameters.

Keywords: epistemic uncertainty, M/G/1/N queue with vacations, non-parametric sensitivity analysis, Taylor series expansion

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Authors: M. Zain, Thaung H. Aung, Naveed Anwar

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During the service life, a structure may experience extreme loading conditions. The current study proposes a new methodology that covers the effect of uncertainty involved in gravity loadings on key structural elements of new and complex structures by emphasizing on a very realistic assumption that allows the 'Performance-Based Assessment' to be executed on the structure against the gravity loadings. The methodology does not require the complete removal of an element, instead, it permits the incremental reduction in the capacity of key structural elements and preserves the same stiffness of the member in each case of capacity loss. To demonstrate the application of the proposed methodology, a 13 story complex structure is selected that comprises of a diverse structural configuration. The results ensure the structural integrity against the applied gravity loadings, as well as the effectiveness of the proposed methodology.

Keywords: force-deformation relationship, gravity loading, incremental capacity reduction, multi-linear plastic link element, SAP2000, stiffness

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Authors: Mueller Jann, Hoffmann Christian Hugo

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Conventional quantitative risk management in banking is a risk factor of its own, because it rests on assumptions such as independence and availability of data which do not hold when rare events of extreme consequences are involved. There is a growing recognition of the need for alternative risk measures that do not make these assumptions. We propose a novel method for modeling the risk associated with investment products, in particular derivatives, by using a formal language for specifying financial contracts. Expressions in this language are interpreted in the category of values annotated with (a formal representation of) uncertainty. The choice of uncertainty formalism thus becomes a parameter of the model, so it can be adapted to the particular application and it is not constrained to classical probabilities. We demonstrate our approach using a simple logic-based uncertainty model and a case study in which we assess the risk of counter party default in a portfolio of collateralized loans.

Keywords: risk model, uncertainty monad, derivatives, contract algebra

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Authors: André Jesus, Yanjie Zhu, Irwanda Laory

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Structural health monitoring is one of the most promising technologies concerning aversion of structural risk and economic savings. Analysts often have to deal with a considerable variety of uncertainties that arise during a monitoring process. Namely the widespread application of numerical models (model-based) is accompanied by a widespread concern about quantifying the uncertainties prevailing in their use. Some of these uncertainties are related with the deterministic nature of the model (code uncertainty) others with the variability of its inputs (parameter uncertainty) and the discrepancy between a model/experiment (systematic uncertainty). The actual process always exhibits a random behaviour (observation error) even when conditions are set identically (residual variation). Bayesian inference assumes that parameters of a model are random variables with an associated PDF, which can be inferred from experimental data. However in many Bayesian methods the determination of systematic uncertainty can be problematic. In this work systematic uncertainty is associated with a discrepancy function. The numerical model and discrepancy function are approximated by Gaussian processes (surrogate model). Finally, to avoid the computational burden of a fully Bayesian approach the parameters that characterise the Gaussian processes were estimated in a four stage process (modular Bayesian approach). The proposed methodology has been successfully applied on fields such as geoscience, biomedics, particle physics but never on the SHM context. This approach considerably reduces the computational burden; although the extent of the considered uncertainties is lower (second order effects are neglected). To successfully identify the considered uncertainties this formulation was extended to consider multiple responses. The efficiency of the algorithm has been tested on a small scale aluminium bridge structure, subjected to a thermal expansion due to infrared heaters. Comparison of its performance with responses measured at different points of the structure and associated degrees of identifiability is also carried out. A numerical FEM model of the structure was developed and the stiffness from its supports is considered as a parameter to calibrate. Results show that the modular Bayesian approach performed best when responses of the same type had the lowest spatial correlation. Based on previous literature, using different types of responses (strain, acceleration, and displacement) should also improve the identifiability problem. Uncertainties due to parametric variability, observation error, residual variability, code variability and systematic uncertainty were all recovered. For this example the algorithm performance was stable and considerably quicker than Bayesian methods that account for the full extent of uncertainties. Future research with real-life examples is required to fully access the advantages and limitations of the proposed methodology.

Keywords: bayesian, calibration, numerical model, system identification, systematic uncertainty, Gaussian process

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Authors: Saowaluck Ukrisdawithid

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The thermal conductivity of thermal insulation materials are measured by Heat Flow Meter (HFM) apparatus. The components of uncertainty are complex and difficult on routine measurement by modelling approach. In this study, uncertainty of thermal conductivity measurement was estimated by single laboratory validation approach. The within-laboratory reproducibility was 1.1%. The standard uncertainty of method and laboratory bias by using SRM1453 expanded polystyrene board was dominant at 1.4%. However, it was assessed that there was no significant bias. For sample measurement, the sources of uncertainty were repeatability, density of sample and thermal conductivity resolution of HFM. From this approach to sample measurements, the combined uncertainty was calculated. In summary, the thermal conductivity of sample, polystyrene foam, was reported as 0.03367 W/m·K ± 3.5% (k = 2) at mean temperature 23.5 °C. The single laboratory validation approach is simple key of routine testing laboratory for estimation uncertainty of thermal conductivity measurement by using HFM, according to ISO/IEC 17025-2017 requirements. These are meaningful for laboratory competent improvement, quality control on products, and conformity assessment.

Keywords: single laboratory validation approach, within-laboratory reproducibility, method and laboratory bias, certified reference material

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Authors: Elena M. Capitanul, Carlos A. Nunes Cosenza, Walid El Moudani, Felix Mora Camino

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The construction of a new airport or the extension of an existing one requires massive investments and many times public private partnerships were considered in order to make feasible such projects. One characteristic of these projects is uncertainty with respect to financial and environmental impacts on the medium to long term. Another one is the multistage nature of these types of projects. While many airport development projects have been a success, some others have turned into a nightmare for their promoters. This communication puts forward a new approach for airport investment risk assessment. The approach takes explicitly into account the degree of uncertainty in activity levels prediction and proposes milestones for the different stages of the project for minimizing risk. Uncertainty is represented through fuzzy dual theory and risk management is performed using dynamic programming. An illustration of the proposed approach is provided.

Keywords: airports, fuzzy logic, risk, uncertainty

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Authors: H. D. Arora, Anjali Dhiman

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Uncertainty is found everywhere and its understanding is central to decision making. Uncertainty emerges as one has less information than the total information required describing a system and its environment. Uncertainty and information are so closely associated that the information provided by an experiment for example, is equal to the amount of uncertainty removed. It may be pertinent to point out that uncertainty manifests itself in several forms and various kinds of uncertainties may arise from random fluctuations, incomplete information, imprecise perception, vagueness etc. For instance, one encounters uncertainty due to vagueness in communication through natural language. Uncertainty in this sense is represented by fuzziness resulting from imprecision of meaning of a concept expressed by linguistic terms. Fuzzy set concept provides an appropriate mathematical framework for dealing with the vagueness. Both information theory, proposed by Shannon (1948) and fuzzy set theory given by Zadeh (1965) plays an important role in human intelligence and various practical problems such as image segmentation, medical diagnosis etc. Numerous approaches and theories dealing with inaccuracy and uncertainty have been proposed by different researcher. In the present communication, we generalize fuzzy entropy proposed by De Luca and Termini (1972) corresponding to Shannon entropy(1948). Further, some of the basic properties of the proposed measure were examined. We also applied the proposed measure to the real life decision making problem.

Keywords: entropy, fuzzy sets, fuzzy entropy, generalized fuzzy entropy, decision making

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Authors: Ashish James, Anusha James

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The impressive predictive performance of deep learning techniques on a wide range of tasks has led to its widespread use. Estimating the confidence of these predictions is paramount for improving the safety and reliability of such systems. However, the uncertainty estimates provided by neural networks (NNs) tend to be overconfident and unreasonable. Ensemble of NNs typically produce good predictions but uncertainty estimates tend to be inconsistent. Inspired by these, this paper presents a framework that can quantitatively estimate the uncertainties by leveraging the advances in transfer learning through slight modification to the existing training pipelines. This promising algorithm is developed with an intention of deployment in real world problems which already boast a good predictive performance by reusing those pretrained models. The idea is to capture the behavior of the trained NNs for the base task by augmenting it with the uncertainty estimates from a supplementary network. A series of experiments with known and unknown distributions show that the proposed approach produces well calibrated uncertainty estimates with high quality predictions.

Keywords: uncertainty estimation, neural networks, transfer learning, regression

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Authors: L. Q. Yuan, J. Yang, A. Siddiqui

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A new regression uncertainty analysis methodology was applied to determine the uncertainties of the critical heat flux (CHF) power correlation for an advanced 43-element bundle design, which was developed by Canadian Nuclear Laboratories (CNL) to achieve improved economics, resource utilization and energy sustainability. The new methodology is considered more appropriate than the traditional methodology in the assessment of the experimental uncertainty associated with regressions. The methodology was first assessed using both the Monte Carlo Method (MCM) and the Taylor Series Method (TSM) for a simple linear regression model, and then extended successfully to a non-linear CHF power regression model (CHF power as a function of inlet temperature, outlet pressure and mass flow rate). The regression uncertainty assessed by MCM agrees well with that by TSM. An equation to evaluate the CHF power regression uncertainty was developed and expressed as a function of independent variables that determine the CHF power.

Keywords: CHF experiment, CHF correlation, regression uncertainty, Monte Carlo Method, Taylor Series Method

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Authors: Zhen Wu, David Lupien St-Pierre, Georges Abdul-Nour

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In decision making under strict uncertainty, decision makers have to choose a decision without any information about the states of nature. The classic criteria of Laplace, Wald, Savage, Hurwicz and Starr are introduced and compared in a case study of sewer network planning. Furthermore, results from different criteria are discussed and analyzed. Moreover, this paper discusses the idea that decision making under strict uncertainty (DMUSU) can be viewed as a two-player game and thus be solved by a solution concept in game theory: Nash equilibrium.

Keywords: decision criteria, decision making, sewer network planning, decision making, strict uncertainty

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Authors: Ganesh Prasad Mishra, Kusum Lata Mishra

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Structural, organizational ambidexterity influences along with transformational leadership (TL) in the firms to endure viability in conditions of environmental volatility, high level of uncertainty, and possible turbulence. Combining shreds of evidence from the study of N=693 employees of a large private multi-conglomerate organization in the Middle East, we tested whether social astuteness interceded the effects of (TL) on structural, organizational ambidexterity (SOA). Other tested areas were whether status incongruence moderated transformational leadership and structural, organizational ambidexterity relationships. After analyzing through Hierarchically Linear Modelling, we found that social astuteness interceded the effects of TL on SOA, and similarly, status incongruence moderated relationships between TL and SOA. The association between TL and SOA was found to be less encouraging with a high level of status incongruence, and their relationship was strengthened by a lower level of status incongruence. We tested the hypothesized theoretical framework that articulates the conditions under which the social astuteness ideology infused in transformational leadership for achieving higher structural and organizational ambidexterity will likely occur. Findings, suggestions, and future directions for research have been deliberated in detail.

Keywords: transformational leadership, social astuteness, status incongruence, relationship, structural organizational ambidexterity.

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Authors: Yong-Heng Shi, Peng Hao, Bai-Chen Xie

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Solar prosumers are playing increasingly prominent roles in the power system. However, its uncertainty affects the outcomes and functions of the power market, especially in the asymmetric information environment. Therefore, an important issue is how to take effective measures to reduce the impact of uncertainty on market equilibrium. We propose a two-level stochastic differential game model to explore the Cournot decision problem of prosumers. In particular, we study the impact of punishment and cooperation mechanisms on the efficiency of the Cournot game in which prosumers face uncertainty. The results show that under the penalty mechanism of fixed and variable rates, producers and consumers tend to take conservative actions to hedge risks, and the variable rates mechanism is more reasonable. Compared with non-cooperative situations, prosumers can improve the efficiency of the game through cooperation, which we attribute to the superposition of market power and uncertainty reduction. In addition, the market environment of asymmetric information intensifies the role of uncertainty. It reduces social welfare but increases the income of prosumers. For regulators, promoting alliances is an effective measure to realize the integration, optimization, and stable grid connection of producers and consumers.

Keywords: Cournot games, power market, uncertainty, prosumer cooperation

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Authors: Ankur Sachan

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The ability to make quick yet intelligent and value-added decisions to develop new fields has always been of great significance. In situations where the capital expenses and subsurface risk are high, carefully analyzing the inherent uncertainties in the reservoir and how they impact the predicted hydrocarbon accumulation and production becomes a daunting task. The problem is compounded in offshore environments, especially in the presence of heavy oils and disconnected sands where the margin for error is small. Uncertainty refers to the degree to which the data set may be in error or stray from the predicted values. To understand and quantify the uncertainties in reservoir model is important when estimating the reserves. Uncertainty parameters can be geophysical, geological, petrophysical etc. Identification of these parameters is necessary to carry out the uncertainty analysis. With so many uncertainties working at different scales, it becomes essential to have a consistent and efficient way of incorporating them into our analysis. Ranking the uncertainties based on their impact on reserves helps to prioritize/ guide future data gathering and uncertainty reduction efforts. Assigning probabilistic ranges to key uncertainties also enables the computation of probabilistic reserves. With this in mind, this paper, with the help the uncertainty and optimization process in petrel RE shows how the most influential uncertainties can be determined efficiently and how much impact so they have on the reservoir model thus helping in determining a cost effective and accurate model of the reservoir.

Keywords: uncertainty, reservoir model, parameters, optimization analysis

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Authors: M. Gulam Kibria, Shourav Ahmed, Kais Zaman

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In system analysis, the information on the uncertain input variables cause uncertainty in the system responses. Different probabilistic approaches for uncertainty representation and propagation in such cases exist in the literature. Different uncertainty representation approaches result in different outputs. Some of the approaches might result in a better estimation of system response than the other approaches. The NASA Langley Multidisciplinary Uncertainty Quantification Challenge (MUQC) has posed challenges about uncertainty quantification. Subproblem A, the uncertainty characterization subproblem, of the challenge posed is addressed in this study. In this subproblem, the challenge is to gather knowledge about unknown model inputs which have inherent aleatory and epistemic uncertainties in them with responses (output) of the given computational model. We use two different methodologies to approach the problem. In the first methodology we use sampling-based uncertainty propagation with first order error analysis. In the other approach we place emphasis on the use of Percentile-Based Optimization (PBO). The NASA Langley MUQC’s subproblem A is developed in such a way that both aleatory and epistemic uncertainties need to be managed. The challenge problem classifies each uncertain parameter as belonging to one the following three types: (i) An aleatory uncertainty modeled as a random variable. It has a fixed functional form and known coefficients. This uncertainty cannot be reduced. (ii) An epistemic uncertainty modeled as a fixed but poorly known physical quantity that lies within a given interval. This uncertainty is reducible. (iii) A parameter might be aleatory but sufficient data might not be available to adequately model it as a single random variable. For example, the parameters of a normal variable, e.g., the mean and standard deviation, might not be precisely known but could be assumed to lie within some intervals. It results in a distributional p-box having the physical parameter with an aleatory uncertainty, but the parameters prescribing its mathematical model are subjected to epistemic uncertainties. Each of the parameters of the random variable is an unknown element of a known interval. This uncertainty is reducible. From the study, it is observed that due to practical limitations or computational expense, the sampling is not exhaustive in sampling-based methodology. That is why the sampling-based methodology has high probability of underestimating the output bounds. Therefore, an optimization-based strategy to convert uncertainty described by interval data into a probabilistic framework is necessary. This is achieved in this study by using PBO.

Keywords: aleatory uncertainty, epistemic uncertainty, first order error analysis, uncertainty quantification, percentile-based optimization

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Authors: Arianne Van Der Wal, Femke Van Horen, Amir Grinstein

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Consumers in today’s world are confronted with the alarming consequences of unsustainable behavior such as pollution and resource degradation. In addition, they are facing an increase in uncertainty due to, for instance, economic instability and terror attacks. Although these two problems are central to consumers’ lives, occur on a global scale, and have significant impact on the world’s political, economic, environmental, and social landscapes, they have not been systematically studied in tandem before. Contributing to research on persuasion and pro-social behavior, this paper shows in five studies (three experimental studies and one field study) that the two problems are intertwined. We demonstrate that uncertainty leads to lower sustainable behavior in comparison to certainty (Studies 1 and 2) and that this is due to consumers displaying higher levels of temporal discounting (i.e., adopting a more immediate orientation; Study 2). Finally, providing valuable implications for policy makers and responsible marketers, we show that emphasizing the immediate benefits of sustainable behavior during uncertainty buffers the negative effect (Studies 3 and 4).

Keywords: sustainable behavior, uncertainty, temporal discounting, framing

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Authors: Afia Naheed, Manmohan Singh, David Lucy

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This work is based on a mathematical as well as statistical study of an SEIJTR deterministic model for the interpretation of transmission of severe acute respiratory syndrome (SARS). Based on the SARS epidemic in 2003, the parameters are estimated using Runge-Kutta (Dormand-Prince pairs) and least squares methods. Possible graphical and numerical techniques are used to validate the estimates. Then effect of the model parameters on the dynamics of the disease is examined using sensitivity and uncertainty analysis. Sensitivity and uncertainty analytical techniques are used in order to analyze the affect of the uncertainty in the obtained parameter estimates and to determine which parameters have the largest impact on controlling the disease dynamics.

Keywords: infectious disease, severe acute respiratory syndrome (SARS), parameter estimation, sensitivity analysis, uncertainty analysis, Runge-Kutta methods, Levenberg-Marquardt method

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Authors: Elias Udeaja, Elijah Udoh

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Exploring an extended SVAR model (SVAR-X), we use the case of Nigeria to hypothesize for the role of uncertainty as the underlying source of asymmetries in the response of monetary policy to output and inflation. Deciphered the empirical finding is the potential of monetary policy exhibiting greater sensitive to shocks due to output growth than they do to shocks due to inflation in recession periods, while the reverse appears to be the case for a contractionary monetary policy. We also find the asymmetric preference in the response of monetary policy to changes in output and inflation as relatively more pronounced when we control for uncertainty as the underlying source of asymmetries.

Keywords: asymmetry response, developing economies, monetary policy shocks, uncertainty

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Authors: Tarek S. Duzan, Fisal Ben Ammer, Mohamed Sula

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In some places within Sirt Basin-Libya, it has been noticed that seismic data below pre-upper cretaceous unconformity (PUK) is hopeless to resolve the large-scale structural features and is unable to fully determine reservoir delineation. Seismic artifacts (multiples) are observed in the reservoir zone (Nubian Formation) below PUK, which complicate the process of seismic interpretation. The nature of the unconformity and the structures below are still ambiguous and not fully understood which generates a significant gap in characterizing the geometry of the reservoir, the uncertainty accompanied with lack of reliable seismic data creates difficulties in building a robust geological model. High resolution dipmeter is highly useful in steeply dipping zones. This paper uses FMl and OBMl borehole images (dipmeter) to analyze the structures below the PUK unconformity from two wells drilled recently in the North Gialo field (a mature reservoir). In addition, borehole images introduce new evidences that the PUK unconformity is angular and the bedding planes within the Nubian formation (below PUK) are significantly titled. Structural dips extracted from high resolution borehole images are used to construct a new geological model by the utilization of latest software technology. Therefore, it is important to use the advance well logs technology such as FMI-HD for any future drilling and up-date the existing model in order to minimize the structural uncertainty.

Keywords: FMI (formation micro imager), OBMI (oil base mud imager), UBI (ultra sonic borehole imager), nub sandstone reservoir in North gialo

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